4.65Open4.70Pre Close46 Volume334 Open Interest412.50Strike Price27.71KTurnover20.74%IV0.32%PremiumDec 20, 2024Expiry Date5.43Intrinsic Value100Multiplier3DDays to Expiry1.29Extrinsic Value100Contract SizeAmericanOptions Type-0.7568Delta0.0414Gamma60.76Leverage Ratio-0.3802Theta-0.0215Rho-45.98Eff Leverage0.1157Vega